Anic Equity¶

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Total return since start: 0.558 %¶

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Equity now: -----------------------------> 47595.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46200.39 Kr¶

PnL: ---------------------------------------> -688.18 Kr¶

DD now: ---------------------------------> -2.127 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-24 14:29:43.957497'

Anic Portfolio¶

Today¶

Return: -0.809 %¶

This Week¶

Return: -0.663 %¶

Total¶

Return: 55.815 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.360000 2800.000000 164.000000 6.220000 2636.000010
Beijer Electronics Group 26 -3.080000 3109.600000 138.600000 4.670000 2971.000006
Corem Property Group B 59 -1.580000 623.040000 46.040000 7.980000 576.999999
AcadeMedia 12 -0.200000 601.200000 44.200000 7.940000 557.000004
MedCap 2 -0.430000 463.000000 42.000000 9.980000 421.000000
HMS Networks 2 -1.280000 708.000000 35.000000 5.200000 673.000000
Resurs Holding 22 0.690000 607.860000 33.860000 5.900000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -2.090000 388.700000 33.700000 9.490000 355.000000
Boozt 12 -0.280000 1683.600000 29.600000 1.790000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2955.000000 28.000000 0.960000 2927.000000
Norva24 Group 16 -0.340000 562.880000 19.880000 3.660000 543.000000
Intrum 4 -0.290000 544.800000 17.800000 3.380000 527.000000
Swedbank A 3 2.110000 580.500000 16.500000 2.930000 564.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 577.500000 15.500000 2.760000 562.000005
Eastnine 4 -0.630000 505.600000 14.600000 2.970000 491.000000
SAAB B 8 -0.350000 3391.200000 14.200000 0.420000 3377.000000
Securitas B 6 0.640000 583.680000 13.680000 2.400000 570.000000
OEM International B 7 -0.900000 539.700000 11.700000 2.220000 527.999997
Coor Service Management Hold. 8 -0.730000 542.800000 10.800000 2.030000 532.000000
Karnov Group 9 0.170000 542.700000 6.700000 1.250000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -0.390000 247.920000 1.920000 0.780000 246.000000
Handelsbanken A 5 0.140000 546.750000 0.750000 0.140000 546.000000
Nordea Bank Abp 29 0.300000 3454.480000 0.480000 0.010000 3453.999992
Creaspac SPAC 6 -0.620000 573.000000 -4.000000 -0.690000 577.000002
CTEK 13 -1.650000 527.800000 -6.200000 -1.160000 533.999999
Midsona B 63 0.110000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 -1.490000 554.800000 -19.200000 -3.340000 574.000000
International Petroleum Corp. 5 -2.520000 560.500000 -34.070000 -5.730000 594.565215
Essity A 4 -1.770000 1112.000000 -37.000000 -3.220000 1149.000000
Sampo Oyj SDB 7 -1.090000 3801.000000 -49.000000 -1.270000 3850.000000
Vivesto 1368 -1.040000 545.830000 -67.170000 -10.960000 612.999432
Axfood 13 -1.420000 3608.800000 -147.200000 -3.920000 3756.000001
OX2 18 -1.250000 1422.000000 -242.000000 -14.540000 1663.999992
Fasadgruppen Group 35 1.700000 3556.000000 -255.000000 -6.690000 3810.999990
Ovzon 52 -3.570000 2808.000000 -554.000000 -16.480000 3361.999992
TOTAL 46200.390000 -688.180000 -2.12737% 46888.564618

Updated:¶

'2023-01-24 14:29:56.934493'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶